create a website

Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges. (2017). Tripier, Fabien ; Lhuissier, Stéphane ; Ferrara, Laurent.
In: CEPII Policy Brief.
RePEc:cii:cepipb:2017-20.

Full description at Econpapers || Download paper

Cited: 15

Citations received by this document

Cites: 72

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Macroeconomic Policy Coordination and Economic Growth Uncertainty in West Africa. (2024). Ephraim, Ugwu ; Christopher, Ehinomen.
    In: Folia Oeconomica Stetinensia.
    RePEc:vrs:foeste:v:24:y:2024:i:1:p:203-226:n:1012.

    Full description at Econpapers || Download paper

  2. The time-varying impacts of global economic policy uncertainty on macroeconomic activity in a small open economy: the case of Turkey. (2024). Yalinkaya, Mer ; Datan, Muhammet ; Karabulut, Kerem.
    In: Portuguese Economic Journal.
    RePEc:spr:portec:v:23:y:2024:i:2:d:10.1007_s10258-023-00239-0.

    Full description at Econpapers || Download paper

  3. Uncertainty is bad for Business. Really?. (2023). VAUDAY, Julien ; SERRANITO, Francisco ; Himounet, Nicolas.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2023-26.

    Full description at Econpapers || Download paper

  4. Searching the nature of uncertainty: Macroeconomic and financial risks VS geopolitical and pandemic risks. (2022). Himounet, Nicolas.
    In: Post-Print.
    RePEc:hal:journl:hal-05113023.

    Full description at Econpapers || Download paper

  5. Measuring exchange rate risks during periods of uncertainty. (2022). Ferrara, Laurent ; Yapi, Joseph.
    In: International Economics.
    RePEc:eee:inteco:v:170:y:2022:i:c:p:202-212.

    Full description at Econpapers || Download paper

  6. Searching the nature of uncertainty: Macroeconomic and financial risks VS geopolitical and pandemic risks. (2022). Himounet, Nicolas.
    In: International Economics.
    RePEc:eee:inteco:v:170:y:2022:i:c:p:1-31.

    Full description at Econpapers || Download paper

  7. Searching for the Nature of Uncertainty: Macroeconomic VS Financial. (2021). Himounet, Nicolas.
    In: Working Papers.
    RePEc:inf:wpaper:2021.05.

    Full description at Econpapers || Download paper

  8. Uncertainty is bad for Business. Really?. (2021). VAUDAY, Julien ; SERRANITO, Francisco ; Himounet, Nicolas.
    In: Working Papers.
    RePEc:inf:wpaper:2021.03.

    Full description at Econpapers || Download paper

  9. An Anchor in Stormy Seas: Does Reforming Economic Institutions Reduce Uncertainty? Evidence from New Zealand. (2020). Ryan, Michael.
    In: Working Papers in Economics.
    RePEc:wai:econwp:20/11.

    Full description at Econpapers || Download paper

  10. Effects of Global Economic, Political and Geopolitical Uncertainties on the Turkish Economy: A SVAR Analysis. (2020). Yalinkaya, Omer ; Datan, Muhammet.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2020:i:1:p:97-116.

    Full description at Econpapers || Download paper

  11. Exchange Rates, Stock Prices, and Stock Market Uncertainty. (2020). Salimi, Fatemeh.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-03007904.

    Full description at Econpapers || Download paper

  12. Characteristics of Uncertainty Indices in the Macroeconomy. (2020). Okuda, Tatsushi ; Nakajima, Jouchi ; Shinohara, Takeshi.
    In: Bank of Japan Working Paper Series.
    RePEc:boj:bojwps:wp20e06.

    Full description at Econpapers || Download paper

  13. Exchange Rates, Stock Prices, and Stock Market Uncertainty. (2020). Salimi Namin, Fatemeh.
    In: AMSE Working Papers.
    RePEc:aim:wpaimx:2037.

    Full description at Econpapers || Download paper

  14. Global Financial interconnectedness: A non-linear assessment of the uncertainty channel. (2018). Joëts, Marc ; Candelon, Bertrand ; Jots, Marc ; Ferrara, Laurent.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2018-2.

    Full description at Econpapers || Download paper

  15. Uncertainty and macroeconomics: transmission channels and policy implications. (2018). Tripier, Fabien ; Lhuissier, Stéphane ; Ferrara, Laurent.
    In: Rue de la Banque.
    RePEc:bfr:rueban:2018:61.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Ahn, J., Dabla-Norris, E., Duval, R., Hu, B., and Njie, L. (2016). Aastveit, K.A., Natvik, G.J., Sola, S. (2013). Economic Uncertainty and the Effectiveness of Monetary Policy. Norges Bank Working Paper N. 17/2013.

  2. Alesina, A., Favero, C., Giavazzi, F. (2015). The output effect of fiscal consolidation plans. Journal of International Economics, 96, S19-S42.

  3. Alessandri, P. and H. Mumtaz (2014). Financial Regimes and uncertainty shocks. Queen Mary, University of London, School of Economics and Finance, Working Papers No. 729.

  4. Alexopoulos, M., & Cohen, J. (2014). The Power of Print: Uncertainty shocks, markets, and the economy. mimeo.
    Paper not yet in RePEc: Add citation now
  5. Arellano, C., Bai, Y., Kehoe, P. J. (2016). Financial Markets and Fluctuations in Volatility. Federal Reserve Bank of Minneapolis, Staff Report No. 466.
    Paper not yet in RePEc: Add citation now
  6. Auerbach, A. (2014). Fiscal uncertainty and how to deal with it. Hutchins Center on Fiscal and Monetary Policies, working paper No. 6.
    Paper not yet in RePEc: Add citation now

  7. Bachmann, R., & Bayer, C. (2013). Wait-and-See Business Cycles. Journal of Monetary Economics, 60, 704–719.

  8. Bachmann, R., Elstner, S., Sims, E.R. (2013). Uncertainty and Economic Activity: Evidence from Business Survey Data. American Economic Journal: Macroeconomics, 5(2), 217-249.

  9. Baker, S., Bloom, N., Davis, S. (2015). Measuring economic policy uncertainty. The Quarterly Journal of Economics, 131(4), 1593-1636.

  10. Bar-Ilan, A., & Strange, C. (1996). Investment Lags?. The American Economic Review, 86(3), 610-622.

  11. Basu, S., & Bundick, B. (2017). Uncertainty Shocks in a Model of Effective Demand. Econometrica, forthcoming.

  12. Beaudry, P., & Portier, F. (2006). Stock prices, news and economic fluctuations. American Economic Review, 96(4), 1293-1307.

  13. Bekaert, G., Hoerova, M., lo Duca, M. (2013). Risk, uncertainty and monetary policy, Journal of Monetary Economics, 60, 771-788.

  14. Bernanke, B.S. (1983). Irreversibility, Uncertainty, and Cyclical Investment. Quarterly Journal of Economics, 98, 85–106.

  15. Bernanke, B.S., Gertler, M., Gilchrist, S. (1999). The Financial Accelerator in a Quantitative Business Cycle Framework. The Handbook of Macroeconomics, ed. by J. B. Taylor and M. Woodford, Amsterdam: Elsevier Science B.V, 1341–1393.

  16. Bloom, N. (2014). Fluctuations in uncertainty. Journal of Economic Perspectives, 28(2), 153-176.

  17. Bloom, N., Bond, S., Van Reenen, J. (2007). Uncertainty and Investment Dynamics. Review of Economic Studies, Oxford University Press, 74(2), 391-415.

  18. Bloom, N., Floetotto, M., Jaimovich, N., Saporta-Eksten, I., Terry, S. (2012, July). Really uncertain business cycles. National Bureau of Economic Research, working paper No. 18245.

  19. Brand, T., & Tripier, F. (2014). Risk shocks and divergence between the Euro area and the US. Centre d’Etudes Prospectives et d’Information Internationales research center, working papers No. 2014-11.

  20. Bruno, V., & Shin, H.S. (2015). Capital flows and the risk-taking channel of monetary policy. Journal of Monetary Economics, 71, 119-132.

  21. Bussière, M., Ferrara, L., Milovich, J. (2015). Explaining the Recent Slump in Investment: the Role of Expected Demand and Uncertainty. Banque de France, working papers No. 571.

  22. Caggiano, G., Castelnuovo, E., Groshenny, N. (2014). Uncertainty shocks and unemployment dynamics in US recessions. Journal of Monetary Economics, 67, 78-92.

  23. Caggiano, G., Castelnuovo, E., Pellegrino, G. (2017). Estimating the real effects of uncertainty shocks at the zero lower bound. Bank of Finland Research Discussion Paper No. 6.2017.

  24. Caldara, D., & Iacoviello, M. (2016). Measuring Geopolitical Risk. Board of Governors of the Federal Reserve, working paper.
    Paper not yet in RePEc: Add citation now

  25. Caldara, D., Fuentes-Albero, C., Gilchrist, S., Zakrajsek, E. (2016). The macroeconomic impact of financial and uncertainty shocks. European Economic Review, 88, 185-207.

  26. Candelon, B., Ferrara, L., Joëts, M. (2017). Global financial spillovers: A non-linear assessment of the uncertainty channel. Banque de France, working papers, forthcoming.
    Paper not yet in RePEc: Add citation now

  27. Carriero, A., Clark, T., Marcellino, M. (2016). Measuring Uncertainty and Its Impact on the Economy. Federal Reserve Bank of Cleveland, working paper No. 16-22.

  28. Cascaldi-Garcia, D., & Galvao, A. B. (2016). News and uncertainty shocks. Economic Modelling and Forecasting Research, working paper No. 12.
    Paper not yet in RePEc: Add citation now
  29. CEPII – Policy Brief No 20 – December 2017 15 PolicyBrief About the authors Laurent Ferrara, is Head of International Macro Division at Banque de France and Adjunct Professor at University Paris Nanterre – laurent.ferrara@banque-france.fr. Stéphane Lhuissier, is Research economist at the Banque de France – stephane.lhuissier@banque-france.fr Fabien Tripier is Professor at Université Paris-Saclay (EPEE, Univ Evry) and Scientific Advisor at the CEPII – fabien.tripier@univ-evry.fr The authors would like to thank Nick Bloom, Christophe Destais, Giovanni Caggiano, Daniela Marconi, Sarah Mouabbi and Simon Sheng for helpful comments and discussions. The usual disclaimers applies. The views expressed in the policy brief are those of the authors and do not necessarily reflect those of the Banque de France or the Eurosystem.
    Paper not yet in RePEc: Add citation now
  30. CEPII Policy Brief CEPII’s insights on international economic policy CEPII – Paris – 2017 No ISSN: 2270-258X All rights reserved. Opinions expressed in this publication are those of the author(s) alone. Editorial Director: Sébastien Jean Managing Editor: Christophe Destais Production: Laure Boivin CEPII 20, avenue de Ségur TSA 10726 75334 Paris Cedex 07 +33 1 53 68 55 00 www.cepii.fr Press contact: presse@cepii.fr
    Paper not yet in RePEc: Add citation now

  31. CharlesA., Darné, O., F. Tripier (2017). Uncertainty and the Macroeconomy: Evidence from an uncertainty composite indicator. Applied Economics, forthcoming.

  32. Chinn, M., Ferrara, L., Giacomini, R. (2017). Impact of uncertainty shocks on the global economy. Journal of international Money and Finance. forthcoming Choi, S., Furceri, D., Huang, Y., Loungani, M.P. (2016). Aggregate uncertainty and sectoral productivity growth: The role of credit constraints. Journal of International Money and Finance, forthcoming.

  33. Christiano, L. J., Motto, R., Rostagno, M. (2014). Risk Shocks. American Economic Review, 104, 27–65.

  34. Contact: fabien.tripier@cepii.fr International Monetary Fund (2016). Time for a supply-side boost? Macroeconomic effects of labor and product market reforms in advanced economies. In World Economic Outlook, Chapter 3, April 2016.
    Paper not yet in RePEc: Add citation now
  35. Converse, N. (2014). Uncertainty, capital flows, and maturity mismatch. Author’s Manuscript, Journal of International Money and Finance, forthcoming.
    Paper not yet in RePEc: Add citation now

  36. Domeij, D., & Floden, M. (2006). The Labor-Supply Elasticity and Borrowing Constraints: Why Estimated are Biased. Review of Economic Dynamics, 9, 242-262.

  37. Fajgelbaum, P., Schaal, E., Taschereau-Dumouchel, M. (2014). Uncertainty Traps. National Bureau of Economic Research, working paper No. 19973.

  38. Fernández-Villaverde, J., Guerrón-Quintana, P., Kuester, K., & RubioRamírez, J. (2015). Fiscal volatility shocks and economic activity. The American Economic Review, 105(11), 3352-3384.

  39. Ferrara, L., & Guérin, P. (2016). What Are The Macroeconomic Effects of High-Frequency uncertainty Shocks?. Bank of Canada, staff working paper No. 16-25.

  40. Ferrara, L., Marsilli, C., Ortega, J.P. (2014). Forecasting growth during the Great Recession: Is financial volatility the missing ingredient?. Economic Modelling, 36, 44-50.

  41. Floden, M. (2006). Labour Supply and Saving Under Uncertainty. The Economic Journal, 116, 721-737.
    Paper not yet in RePEc: Add citation now

  42. Gilchrist, S., Sim, J.W., Zakrajsek, E. (2014). Uncertainty, Financial Frictions, and Investment Dynamics. National Bureau of Economic Research, working paper No. 20038.

  43. Guglielminetti, E. (2016). The labor market channel of macroeconomic uncertainty. Bank of Italy, working paper, No. 1068.

  44. Guiso, L., & Parigi, G. (1999). Investment and demand uncertainty. The Quarterly Journal of Economics, 114, 185-227.

  45. Haddow, A., Hare, J., Hooley J., Shakir, T. (2013). Macroeconomic uncertainty: what is it, how can we measure it and why does it matter?.

  46. Husted, L., Rogers J., Sun, B. (2016). Measuring monetary policy uncertainty: The Federal Reserve, January 1985-January 2016. International Finance Discussion Paper Notes.

  47. Husted, L., Rogers J., Sun, B. (2017). Uncertainty, Currency Excess Returns, and Risk Reversals. Journal of International Money and Finance, forthcoming.
    Paper not yet in RePEc: Add citation now
  48. International Monetary Fund (2015). Private Investment: What’s the Holdup?, In World Economic Outlook, Chapter 4, pp. 71-113, April 2015.
    Paper not yet in RePEc: Add citation now
  49. International Monetary Fund (2015). The Liberalization and Management of Capital Flows - An Institutional View, IMF Policy Papers, November 14, 2012.
    Paper not yet in RePEc: Add citation now
  50. Ismailov, A., & Rossi, B. (2017). Uncertainty and deviations from uncovered interest rate parity. Journal of International Money and Finance, forthcoming.
    Paper not yet in RePEc: Add citation now

  51. Istrefi, K., & Mouabbi, S. (2017). Subjective interest rate uncertainty and the macroeconomy: A cross-country analysis. Journal of International Money and Finance, forthcoming.

  52. Julio, B., & Yook, Y. (2012). Political Uncertainty and Corporate Investment Cycles. The Journal of Finance, 67, 45–83.

  53. Krugman, P. (2016). Still Confused About Brexit Macroeconomics. The New York Times. https://krugman.blogs.nytimes.com/2016/07/12/stillconfused -about-brexit-macroeconomics/ Lahiri K., & Sheng, X. (2010). Measuring forecast uncertainty by disagreement: the missing link. Journal of Applied Econometrics, 25, 514-538.
    Paper not yet in RePEc: Add citation now

  54. Leduc, S., & Liu, Z. (2016). Uncertainty shocks and aggregate demand shocks. Journal of Monetary Economics, 82 (C), 20-35.

  55. Lhuissier, S., & Tripier, F. (2016, Juin). Do Uncertainty Shocks Always Matter for Business Cycles? Centre d’Etudes Prospectives et d’Informations Internationales research center.

  56. Ludvigson, S.C., S. Ma, S. Ng, (2017). Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?, NBER Working Paper 21803.
    Paper not yet in RePEc: Add citation now

  57. Manela, A., & Moreira, A. (2017). News implied volatility and disaster concerns. Journal of Financial Economics, 123, 137-162.

  58. Mody, A., Ohnsorge, F., Sandri, D. (2012). Precautionary Savings in the Great Recession. International Monetary Fund Working Paper 12/42, Forthcoming in the IMF Economic Review.

  59. Mumtaz H., & Theodoridis, K. (2016), Common and country-specific economic uncertainty, forthcoming.

  60. Orlik, A., & Veldkamp, L.L. (2014). Understanding Uncertainty Shocks and the Role of Black Swans. National Bureau of Economic Research, working paper No. 20445.

  61. Ozturk, E., & Sheng, X. (2017). Measuring global and country-specific uncertainty. Journal of International Money and Finance, forthcoming.

  62. Pijoan-Mas, J. (2006). Precautionary Savings or Working Longer Hours?. Review of Economic Dynamics, 9, 326-352.

  63. Pindyck, R.S. (1991). Irreversibility, Uncertainty, and Investment. Journal of Economic Literature, 29(3), 1110-48.

  64. Rey, H. (2013). Dilemma not trilemma: the global cycle and monetary policy independence. Proceedings - Economic Policy SymposiumJackson Hole, Federal Reserve Bank of Kansas City, 1-2.
    Paper not yet in RePEc: Add citation now

  65. Rossi, B., & Sekhposyan, T. (2015). Macroeconomic Uncertainty Indices Based on Now-cast and Forecast Error Distributions. American Economic Review, 105(5), 650-55.

  66. Scotti, C. (2016), Surprise and uncertainty indexes: real-time aggregation of real-activity macro surprises. Journal of Monetary Economics, 82, 1-19.

  67. Senyuz, Z., Yoldas, E., Chauvet, M. (2015). What Does Financial Volatility Tell Us About Macroeconomic Fluctuations?. Journal of Economic Dynamics and Control, 52, 340-360.

  68. Shin, M., & Zhong, M. (2016). A New Approach to Identifying the Real Effects of Uncertainty Shocks. Finance and Economics Discussion Series 2016-040. Washington: Board of Governors of the Federal Reserve System. http://dx.doi.org/10.17016/FEDS.2016.040.

  69. Stein, L.C.D., & Stone, E. (2012). The Effect of Uncertainty on Investment, Hiring, and R&D: Causal Evidence from Equity Options. Unpublished paper.
    Paper not yet in RePEc: Add citation now

  70. Van Nieuwerburgh, S., & Veldkamp, L.L. (2006). Learning Asymmetries in Real Business Cycles. Journal of Monetary Economics, 53, 753–772.

  71. Veracierto, M. (2002). Plant-Level Irreversible Investment and Equilibrium Business Cycles. American Economic Review, 92, 181–197.

  72. Yellen, J. (2017, September 26). Inflation, uncertainty and monetary policy. Speech at the 59th Annual Meeting of the National Association for Business Economics.

Cocites

Documents in RePEc which have cited the same bibliography

  1. The impact of uncertainty on macro variables: An SVAR-based empirical analysis for EU countries. (2017). Kronen, Dominik ; Belke, Ansgar.
    In: Ruhr Economic Papers.
    RePEc:zbw:rwirep:699.

    Full description at Econpapers || Download paper

  2. International effects of euro area versus US policy uncertainty: A FAVAR approach. (2017). Osowski, Thomas ; Belke, Ansgar.
    In: Ruhr Economic Papers.
    RePEc:zbw:rwirep:689.

    Full description at Econpapers || Download paper

  3. International Effects of Euro Area versus US Policy Uncertainty: A FAVAR Approach. (2017). Osowski, Thomas ; Belke, Ansgar.
    In: GLO Discussion Paper Series.
    RePEc:zbw:glodps:35.

    Full description at Econpapers || Download paper

  4. Disagreement and monetary policy. (2017). Hürtgen, Patrick ; Hoffmann, Mathias ; Falck, Elisabeth ; Hurtgen, Patrick.
    In: Discussion Papers.
    RePEc:zbw:bubdps:292017.

    Full description at Econpapers || Download paper

  5. U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict. (2017). Wohar, Mark ; Miller, Stephen ; Lau, Chi Keung ; GUPTA, RANGAN.
    In: Working papers.
    RePEc:uct:uconnp:2017-10.

    Full description at Econpapers || Download paper

  6. The impact of uncertainty on macro variables - An SVAR-based empirical analysis for EU countries. (2017). Kronen, Dominik ; Belke, Ansgar.
    In: ROME Working Papers.
    RePEc:rmn:wpaper:201708.

    Full description at Econpapers || Download paper

  7. International Effects of Euro Area versus US Policy Uncertainty: A FAVAR Approach. (2017). Osowski, Thomas ; Belke, Ansgar.
    In: ROME Working Papers.
    RePEc:rmn:wpaper:201703.

    Full description at Econpapers || Download paper

  8. Risk Shocks Close to the Zero Lower Bound. (2017). Seneca, Martin.
    In: 2017 Meeting Papers.
    RePEc:red:sed017:107.

    Full description at Econpapers || Download paper

  9. U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict. (2017). Wohar, Mark ; Miller, Stephen ; Lau, Chi Keung ; GUPTA, RANGAN ; Marco, Chi Keung.
    In: Working Papers.
    RePEc:pre:wpaper:201742.

    Full description at Econpapers || Download paper

  10. The Role of Economic and Financial Uncertainties in Predicting Commodity Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Test. (2017). GUPTA, RANGAN ; Balcilar, Mehmet ; Bahloul, Walid ; Cunado, Juncal.
    In: Working Papers.
    RePEc:pre:wpaper:201725.

    Full description at Econpapers || Download paper

  11. Policy Uncertainty In Japan. (2017). Davis, Steven ; Arbatli, Elif ; Miake, Naoko ; Saito, Ikuo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:23411.

    Full description at Econpapers || Download paper

  12. Identifying Unconventional Monetary Policy Shocks. (2017). Takahashi, Koji ; Shibamoto, Masahiko ; Nakashima, Kiyotaka.
    In: Discussion Paper Series.
    RePEc:kob:dpaper:dp2017-05.

    Full description at Econpapers || Download paper

  13. The Impact of US Uncertainty Shocks on Small Open Economies. (2017). Österholm, Pär ; Stockhammar, Par ; Osterholm, Par.
    In: Open Economies Review.
    RePEc:kap:openec:v:28:y:2017:i:2:d:10.1007_s11079-016-9424-x.

    Full description at Econpapers || Download paper

  14. Uncertainty and Monetary Policy in the US: A Journey into Non-Linear Territory. (2017). Pellegrino, Giovanni.
    In: Melbourne Institute Working Paper Series.
    RePEc:iae:iaewps:wp2017n06.

    Full description at Econpapers || Download paper

  15. FDI Inflows, Price and Exchange Rate Volatility: New Empirical Evidence from Latin America. (2017). Bianco, Silvia Dal ; To, Nguyen Cong .
    In: IJFS.
    RePEc:gam:jijfss:v:5:y:2017:i:1:p:6-:d:90241.

    Full description at Econpapers || Download paper

  16. Interest rate dynamic effect on stock returns and central bank transparency: Evidence from emerging markets. (2017). Spyromitros, Eleftherios ; Sidiropoulos, Moise ; Papadamou, Stephanos.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:39:y:2017:i:pb:p:951-962.

    Full description at Econpapers || Download paper

  17. Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model. (2017). GUPTA, RANGAN ; Cunado, Juncal ; Hassapis, Christis ; Christou, Christina.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:40:y:2017:i:c:p:92-102.

    Full description at Econpapers || Download paper

  18. The impact of US policy uncertainty on the monetary effectiveness in the Euro area. (2017). GUPTA, RANGAN ; van Eyden, Renee ; Demirer, Riza ; Balcilar, Mehmet.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:39:y:2017:i:6:p:1052-1064.

    Full description at Econpapers || Download paper

  19. Is monetary policy less effective when interest rates are persistently low?. (2017). Hofmann, Boris ; BORIO, Claudio.
    In: BIS Working Papers.
    RePEc:bis:biswps:628.

    Full description at Econpapers || Download paper

  20. Effects of Macroeconomic Uncertainty and Labor Demand Shocks on the Housing Market. (2017). Strobel, Johannes ; Nguyen Thanh, Binh ; Lee, Gabriel.
    In: Working Papers.
    RePEc:bav:wpaper:170_leenguyenthanhstrobel.

    Full description at Econpapers || Download paper

  21. Time-varying Volatility, Financial Intermediation and Monetary Policy. (2016). Prieto, Esteban ; Metiu, Norbert ; Eickmeier, Sandra.
    In: IWH Discussion Papers.
    RePEc:zbw:iwhdps:iwh-19-16.

    Full description at Econpapers || Download paper

  22. The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach. (2016). GUPTA, RANGAN ; Balcilar, Mehmet ; Segnon, Mawuli.
    In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
    RePEc:zbw:ifweej:201627.

    Full description at Econpapers || Download paper

  23. The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach. (2016). GUPTA, RANGAN ; Balcilar, Mehmet ; Segnon, Mawuli.
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:201614.

    Full description at Econpapers || Download paper

  24. Time-varying volatility, financial intermediation and monetary policy. (2016). Prieto, Esteban ; Metiu, Norbert ; Eickmeier, Sandra.
    In: Discussion Papers.
    RePEc:zbw:bubdps:462016.

    Full description at Econpapers || Download paper

  25. Unconventional US Monetary Policy: New Tools, Same Channels?. (2016). Huber, Florian ; Feldkircher, Martin.
    In: Department of Economics Working Paper Series.
    RePEc:wiw:wus005:4934.

    Full description at Econpapers || Download paper

  26. Unconventional US Monetary Policy: New Tools, Same Channels?. (2016). Huber, Florian ; Feldkircher, Martin.
    In: Department of Economics Working Papers.
    RePEc:wiw:wiwwuw:wuwp222.

    Full description at Econpapers || Download paper

  27. Estimating the effects of global uncertainty in open economies. (2016). Delrio, Silvia.
    In: Working Papers.
    RePEc:ven:wpaper:2016:19.

    Full description at Econpapers || Download paper

  28. Menu costs, uncertainty cycles, and the propagation of nominal shocks. (2016). Baley, Isaac ; Blanco, Julio A.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1532.

    Full description at Econpapers || Download paper

  29. The Impact of US Uncertainty on the Euro Area in Good and Bad Times: Evidence from a Quantile Structural Vector Autoregressive Model. (2016). Wohar, Mark ; Lau, Chi Keung ; GUPTA, RANGAN ; Marco, Chi Keung.
    In: Working Papers.
    RePEc:pre:wpaper:201681.

    Full description at Econpapers || Download paper

  30. Causal Relationships between Economic Policy Uncertainty and Housing Market Returns in China and India: Evidence from Linear and Nonlinear Panel and Time Series Models. (2016). Wong, Wing-Keung ; GUPTA, RANGAN ; Chow, Nikolai Sheung-Chi ; Cunado, Juncal.
    In: Working Papers.
    RePEc:pre:wpaper:201674.

    Full description at Econpapers || Download paper

  31. Forecasting Equity Premium in a Panel of OECD Countries: The Role of Economic Policy Uncertainty. (2016). GUPTA, RANGAN ; Christou, Christina.
    In: Working Papers.
    RePEc:pre:wpaper:201622.

    Full description at Econpapers || Download paper

  32. Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty. (2016). GUPTA, RANGAN ; van Eyden, Renee ; Demirer, Riza ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:pre:wpaper:201620.

    Full description at Econpapers || Download paper

  33. Para Politikası Belirsizliği Altında Aktarım Mekanizması: Türkiye Örneği. (2016). Karasoy Can, Hatice ; Bulut, Mustafa.
    In: MPRA Paper.
    RePEc:pra:mprapa:71215.

    Full description at Econpapers || Download paper

  34. Business Uncertainty and the Effectiveness of Fiscal Policy in Germany. (2016). Berg, Tim.
    In: MPRA Paper.
    RePEc:pra:mprapa:69162.

    Full description at Econpapers || Download paper

  35. Liquidity Traps and Large-Scale Financial Crises. (2016). Pellegrino, Giovanni ; PARENT, Antoine ; Damette, Olivier ; Castelnuovo, Efrem ; Caggiano, Giovanni.
    In: Melbourne Institute Working Paper Series.
    RePEc:iae:iaewps:wp2016n32.

    Full description at Econpapers || Download paper

  36. The Impact of US Uncertainty Shocks on Small Open Economies. (2016). Österholm, Pär ; Stockhammar, Par ; Osterholm, Par.
    In: Working Papers.
    RePEc:hhs:oruesi:2016_005.

    Full description at Econpapers || Download paper

  37. Time-varying volatility, financial intermediation and monetary policy. (2016). Prieto, Esteban ; Metiu, Norbert ; Eickmeier, Sandra.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2016-32.

    Full description at Econpapers || Download paper

  38. Is Fiscal Policy More Effective in Uncertain Times or During Recessions?. (2016). Alloza, Mario.
    In: Discussion Papers.
    RePEc:cfm:wpaper:1631.

    Full description at Econpapers || Download paper

  39. Do all oil price shocks have the same impact? Evidence from the Euro Area. (2016). Evgenidis, Anastasios.
    In: Economic Letters.
    RePEc:cbi:ecolet:07/el/16.

    Full description at Econpapers || Download paper

  40. Risk shocks close to the zero lower bound. (2016). Seneca, Martin.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0606.

    Full description at Econpapers || Download paper

  41. Menu Costs, Uncertainty Cycles, and the Propagation of Nominal Shocks. (2016). Baley, Isaac ; Blanco, Julio A.
    In: Working Papers.
    RePEc:bge:wpaper:918.

    Full description at Econpapers || Download paper

  42. Macroeconomic Uncertainty Through the Lens of Professional Forecasters. (2016). Sekkel, Rodrigo ; Jo, Soojin.
    In: Staff Working Papers.
    RePEc:bca:bocawp:16-5.

    Full description at Econpapers || Download paper

  43. What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks. (2016). Guérin, Pierre ; Ferrara, Laurent.
    In: Staff Working Papers.
    RePEc:bca:bocawp:16-25.

    Full description at Econpapers || Download paper

  44. Monetary Policy during Financial Crises: Is the Transmission Mechanism Impaired?. (2015). Wolters, Maik ; Potjagailo, Galina ; Jannsen, Nils.
    In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
    RePEc:zbw:vfsc15:113096.

    Full description at Econpapers || Download paper

  45. Uncertainty And Monetary Policy In The US: A Journey Into Non-Linear Territory. (2015). Pellegrino, Giovanni.
    In: Marco Fanno Working Papers.
    RePEc:pad:wpaper:0184.

    Full description at Econpapers || Download paper

  46. What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks?. (2015). Guérin, Pierre ; Ferrara, Laurent.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2015-12.

    Full description at Econpapers || Download paper

  47. Signals from the Government: Policy Uncertainty and the Transmission of Fiscal Shocks. (2014). Ricco, Giovanni ; Cimadomo, Jacopo ; Callegari, Giovanni.
    In: MPRA Paper.
    RePEc:pra:mprapa:56136.

    Full description at Econpapers || Download paper

  48. Uncertainty and Monetary Policy in Good and Bad Times. (2014). Nodari, Gabriela ; Castelnuovo, Efrem ; Caggiano, Giovanni.
    In: Marco Fanno Working Papers.
    RePEc:pad:wpaper:0188.

    Full description at Econpapers || Download paper

  49. Monetary Policy Uncertainty and Economic Fluctuations. (2014). Wu, Jing Cynthia ; Creal, Drew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20594.

    Full description at Econpapers || Download paper

  50. Gegen eine rückwärtsgewandte Wirtschaftspolitik. Jahresgutachten 2013/14. (2013). .
    In: Annual Economic Reports / Jahresgutachten.
    RePEc:zbw:svrwjg:201314.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-22 04:37:17 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.